+177.8%
STT vs QID
-71.7%
+249.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.8% |
| 7D | +1.1% | +1.8% | -0.6% | +2.2% |
| 30D | -1.9% | +21.6% | -23.5% | +4.9% |
| 3M | -7.6% | +12.6% | -20.2% | -3.2% |
| 6M | +16.0% | +6.9% | +9.1% | +20.5% |
| YTD | +36.2% | -20.5% | +56.7% | +29.8% |
| 1Y | +46.8% | -18.1% | +64.9% | +41.7% |
| 3Y | +177.8% | -70.7% | +248.5% | +104.2% |
| All | +177.8% | -71.7% | +249.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling